CME Japanese Yen Future June 2013


Trading Metrics calculated at close of trading on 28-May-2013
Day Change Summary
Previous Current
24-May-2013 28-May-2013 Change Change % Previous Week
Open 0.9807 0.9880 0.0073 0.7% 0.9745
High 0.9937 0.9928 -0.0009 -0.1% 0.9937
Low 0.9749 0.9756 0.0007 0.1% 0.9640
Close 0.9900 0.9797 -0.0103 -1.0% 0.9900
Range 0.0188 0.0172 -0.0016 -8.5% 0.0297
ATR 0.0127 0.0131 0.0003 2.5% 0.0000
Volume 291,296 280,909 -10,387 -3.6% 1,207,417
Daily Pivots for day following 28-May-2013
Classic Woodie Camarilla DeMark
R4 1.0343 1.0242 0.9892
R3 1.0171 1.0070 0.9844
R2 0.9999 0.9999 0.9829
R1 0.9898 0.9898 0.9813 0.9863
PP 0.9827 0.9827 0.9827 0.9809
S1 0.9726 0.9726 0.9781 0.9691
S2 0.9655 0.9655 0.9765
S3 0.9483 0.9554 0.9750
S4 0.9311 0.9382 0.9702
Weekly Pivots for week ending 24-May-2013
Classic Woodie Camarilla DeMark
R4 1.0717 1.0605 1.0063
R3 1.0420 1.0308 0.9982
R2 1.0123 1.0123 0.9954
R1 1.0011 1.0011 0.9927 1.0067
PP 0.9826 0.9826 0.9826 0.9854
S1 0.9714 0.9714 0.9873 0.9770
S2 0.9529 0.9529 0.9846
S3 0.9232 0.9417 0.9818
S4 0.8935 0.9120 0.9737
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9937 0.9640 0.0297 3.0% 0.0166 1.7% 53% False False 272,527
10 0.9937 0.9640 0.0297 3.0% 0.0134 1.4% 53% False False 221,995
20 1.0312 0.9640 0.0672 6.9% 0.0120 1.2% 23% False False 189,130
40 1.0809 0.9640 0.1169 11.9% 0.0133 1.4% 13% False False 200,435
60 1.0809 0.9640 0.1169 11.9% 0.0128 1.3% 13% False False 168,549
80 1.1014 0.9640 0.1374 14.0% 0.0133 1.4% 11% False False 126,864
100 1.1521 0.9640 0.1881 19.2% 0.0128 1.3% 8% False False 101,545
120 1.2242 0.9640 0.2602 26.6% 0.0115 1.2% 6% False False 84,627
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0038
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0659
2.618 1.0378
1.618 1.0206
1.000 1.0100
0.618 1.0034
HIGH 0.9928
0.618 0.9862
0.500 0.9842
0.382 0.9822
LOW 0.9756
0.618 0.9650
1.000 0.9584
1.618 0.9478
2.618 0.9306
4.250 0.9025
Fisher Pivots for day following 28-May-2013
Pivot 1 day 3 day
R1 0.9842 0.9797
PP 0.9827 0.9797
S1 0.9812 0.9797

These figures are updated between 7pm and 10pm EST after a trading day.

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